In this paper, we capture the evolution characteristic of interior crack initiation and early growth of a bearing steel (GCr15) with tensile strength bigger than 2000 MPa in very high cycle fatigue (VHCF) regime by variable amplitude loadings. The traces left on the fracture surface suggest that the equivalent crack growth rate in crack initiation and early growth stage is of the magnitude 10(-12).10(-11) m/cyc. Transmission electron microscopy (TEM) observation further shows that there are discontinuous refined grain regions beneath the fracture surface in the crack Initiation and early growth region. Moreover, the compressive fatigue test is performed on the specimen of a martensitic stainless steel (AISI630) with a pre-crack, and no grain refinement phenomenon is observed in the vicinity of the crack tip and beneath the crack surface by the electron backscatter diffraction (ERSD). The present results support the mechanism of the crack initiation and early growth of high strength steels in VHCF regime: the crack initiation and early growth is attributed to the grain refinement caused by the dislocation interaction over a number of cyclic loadings followed by micro cracks along with the formation of micro cracks irrespective of the grain refinement during the cyclic loading.